Ultimate Algorithmic Trading System

This is where you can change the values of the avgLen parameter. Change it to
50 and click OK. I get the sense that AmiBroker was originally designed to trade
equities only, so you have to set up the backtester to work with futures data by going
into the Settings button in an Analysis sheet. Only do this if you are truly testing
futures data. If you aren’t, then just skip this paragraph. The Settings button has a
small picture of wrench and screwdriver and is located directly to the left of the
Parameters button. A dialog box like the one in Figure 4.10 should open. Click
on the box beside the Futures mode option. It instructs AmiBroker’s back-tester
to use the margin deposit and point value that was set up when the database was
created for its calculations.
Now click the Backtest button (five buttons to the left of the Parameter icon).
This will apply the algorithm to the data and create a trade-by-trade report in the
analysis window. If you have a database loaded as I do and you select the Portfolio
Backtest, then the algorithm will be applied to all of the markets in the database.
Don’t be surprised if this only takes a few seconds. AmiBroker is really applying the
algorithm to every single bar of data in the portfolio. Figure 4.11 and Figure 4.12
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INTRODUCTION TO AMIBROKER’S AFL
FIGURE 4.10
Set Futures mode.
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